|
|||||
|
|
Dynamic Asset Allocation with Liabilities |
|
| Authors: | Daniel Giamouridis Athanasios Sakkas Nikolaos Tessaromatis |
| Affiliation: | 1. Quantitative Solutions, Bank of America Merrill Lynch, United Kingdom;2. Southampton Business School, University of Southampton, United Kingdom;3. EDHEC Business School and EDHEC Risk Institute, France |
| Abstract: | |
| Keywords: | strategic asset allocation dynamic asset allocation asset‐liability management return predictability myopic investors |